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sktime / pytorch-forecasting

Time series forecasting with PyTorch
https://pytorch-forecasting.readthedocs.io/
MIT License
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Question about TFT Error #496

Open heesue-coder opened 3 years ago

heesue-coder commented 3 years ago

Hi, Thanks for this library :) I want to predict the market price(Open price) of a stock. I'm trying to apply my data to the TFT tutorial. But, I have three questions.

First, image It took two hours per Epoch 1 to execute the code. Is this normal?

Second, image The code doesn't stop, it runs infinitely. Is this the right execution?

Third, image This error has occurred. I don't know why the error occurred. I want to know the solution to this error.

Thank you for reading :)

Paste the command(s) you ran and the output. Including a link to a colab notebook will speed up issue resolution. If there was a crash, please include the traceback here. The code used to initialize the TimeSeriesDataSet and model should be also included.

heesue-coder commented 3 years ago

Here is a colab address!

https://colab.research.google.com/drive/1Ng7yi5DW6mBwCtdalosij1svauNrKNjT?usp=sharing

jdb78 commented 3 years ago

On 1. Limit the epoch to a number of batches. If you take rolling windows of a time series, the dataset very quickly explodes. It is unlikely you have to train on the actual full epoch.

jdb78 commented 3 years ago

On 2: #509